+994.1%
CDW vs INCY
+478.1%
+516.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.9% |
| 7D | +2.6% | -0.5% | +3.0% | +2.7% |
| 30D | +20.4% | +9.8% | +10.6% | +18.4% |
| 3M | +28.5% | +1.0% | +27.5% | +28.0% |
| 6M | +70.6% | +21.9% | +48.7% | +63.9% |
| YTD | +29.1% | +23.8% | +5.3% | +23.0% |
| 1Y | +23.8% | +13.0% | +10.7% | +19.9% |
| 3Y | -14.5% | +133.2% | -147.6% | -29.0% |
| 5Y | -1.6% | +87.8% | -89.4% | -15.1% |
| 10Y | +322.0% | +17.0% | +305.0% | +273.4% |
| All | +994.1% | +478.1% | +516.0% | +795.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling